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scientific article; zbMATH DE number 1535405
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scientific article; zbMATH DE number 1535405 |
Statements
23 November 2000
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Wiener process on plane
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semitransparent membranes
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0.8525517582893372
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0.8443699479103088
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0.778118371963501
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The author proposes a construction of Wiener process on the plane with semitransparent membranes on two intersecting straight lines. It is assumed that the diffusion matrix is identity and the transfer vector \(a(x)\) is \[ a(x) = \sum_{i=1}^2 \nu_iq_{3-i}(x)\delta_{S_i}(x), \] where \(x\in R^2\), \(S_1\) and \(S_2\) are intersecting straight lines in \(R^2\); \(\nu_i\) is the normal vector to \(S_i\) for \(i=1,2\); \(q_i(x)\) is a continuous function given on \(S_{3-i}\) with real values such that \(|q_i(x)|\leq 1\) for all \(x\in S_{3-i}\), \(i=1,2\); \(\delta_{S_i}\) is a generalized function on~\(S_i\).
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